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ProShares Decline of the Retail Store ETF EMTY

i

Market dataready · fetched 2026-11-11T13:52:37.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.085388678Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:52:36.604995+00:00

Share price$21.58
1D-1.4%
AH$21.50$21.59$21.67$21.76$21.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMTY
Sold putSold callAH

ProShares Decline of the Retail Store ETF options

Live interpolated EMTY call and put midpoint premiums by absolute delta.ProShares Decline of the Retail Store ETF$0.69$0.97$1.26$1.54$1.82$21.04$21.26$21.48$21.71$21.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EMTY spot · $21.58EMTY PRICE$0.72$0.80$0.81$0.85$0.90$0.97$1.04$1.10$1.21$1.39$1.56$1.74$0.81$0.84$0.91$0.97$1.04$1.10$1.16$1.22$1.28$1.34
Puts——
Calls——
Skew——
Implied moveBalanced±$1.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ26.13151.2%24.4%
30Δ24.82136.5%18.7%
35Δ23.53110.7%12.8%20.5694.1%8.5%
40Δ22.7595.0%9.4%21.0779.8%6.3%
45Δ22.2084.3%7.1%21.3773.6%5.2%
50Δ21.8176.5%5.6%21.6667.4%4.1%
55Δ21.5170.4%4.5%21.9661.1%3.0%
60Δ21.2164.3%3.4%22.1356.5%2.5%
65Δ20.9159.9%2.5%22.2852.2%2.1%
70Δ20.6459.1%2.1%22.4347.8%1.7%
75Δ20.3658.3%1.6%22.5843.5%1.3%
80Δ20.0957.5%1.2%22.7239.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
26.13
IV
151.2%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
24.82
IV
136.5%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
23.53
IV
110.7%
B/E move
12.8%
Puts
Pseudo strike
20.56
IV
94.1%
B/E move
8.5%

40Δ

Calls
Pseudo strike
22.75
IV
95.0%
B/E move
9.4%
Puts
Pseudo strike
21.07
IV
79.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
22.20
IV
84.3%
B/E move
7.1%
Puts
Pseudo strike
21.37
IV
73.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
21.81
IV
76.5%
B/E move
5.6%
Puts
Pseudo strike
21.66
IV
67.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
21.51
IV
70.4%
B/E move
4.5%
Puts
Pseudo strike
21.96
IV
61.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
21.21
IV
64.3%
B/E move
3.4%
Puts
Pseudo strike
22.13
IV
56.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
20.91
IV
59.9%
B/E move
2.5%
Puts
Pseudo strike
22.28
IV
52.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
20.64
IV
59.1%
B/E move
2.1%
Puts
Pseudo strike
22.43
IV
47.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
20.36
IV
58.3%
B/E move
1.6%
Puts
Pseudo strike
22.58
IV
43.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
20.09
IV
57.5%
B/E move
1.2%
Puts
Pseudo strike
22.72
IV
39.1%
B/E move
0.9%

Options history

IV · four-Friday blend48.92%
Daily EOD
EMTY42.9%54.4%65.9%2026-10-19: 45.63%2026-10-20: 44.52%2026-10-21: 45.34%2026-10-22: 48.07%2026-10-23: 64.32%2026-10-26: 50.10%2026-10-27: 46.08%2026-10-28: 46.26%2026-10-29: 48.46%2026-10-30: 48.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.63%
44.52%
45.34%
48.07%
64.32%
50.10%
46.08%
46.26%
48.46%
48.92%